E-mini S&P 500 Future March 2013


Trading Metrics calculated at close of trading on 15-Jan-2013
Day Change Summary
Previous Current
14-Jan-2013 15-Jan-2013 Change Change % Previous Week
Open 1,466.75 1,465.00 -1.75 -0.1% 1,460.25
High 1,471.25 1,468.25 -3.00 -0.2% 1,471.50
Low 1,460.25 1,456.50 -3.75 -0.3% 1,446.00
Close 1,464.25 1,465.25 1.00 0.1% 1,467.25
Range 11.00 11.75 0.75 6.8% 25.50
ATR 17.03 16.65 -0.38 -2.2% 0.00
Volume 1,168,502 1,324,056 155,554 13.3% 6,451,640
Daily Pivots for day following 15-Jan-2013
Classic Woodie Camarilla DeMark
R4 1,498.50 1,493.75 1,471.75
R3 1,486.75 1,482.00 1,468.50
R2 1,475.00 1,475.00 1,467.50
R1 1,470.25 1,470.25 1,466.25 1,472.50
PP 1,463.25 1,463.25 1,463.25 1,464.50
S1 1,458.50 1,458.50 1,464.25 1,461.00
S2 1,451.50 1,451.50 1,463.00
S3 1,439.75 1,446.75 1,462.00
S4 1,428.00 1,435.00 1,458.75
Weekly Pivots for week ending 11-Jan-2013
Classic Woodie Camarilla DeMark
R4 1,538.00 1,528.25 1,481.25
R3 1,512.50 1,502.75 1,474.25
R2 1,487.00 1,487.00 1,472.00
R1 1,477.25 1,477.25 1,469.50 1,482.00
PP 1,461.50 1,461.50 1,461.50 1,464.00
S1 1,451.75 1,451.75 1,465.00 1,456.50
S2 1,436.00 1,436.00 1,462.50
S3 1,410.50 1,426.25 1,460.25
S4 1,385.00 1,400.75 1,453.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,471.50 1,451.25 20.25 1.4% 11.25 0.8% 69% False False 1,275,473
10 1,471.50 1,438.25 33.25 2.3% 12.00 0.8% 81% False False 1,399,698
20 1,471.50 1,382.25 89.25 6.1% 18.00 1.2% 93% False False 1,461,729
40 1,471.50 1,333.75 137.75 9.4% 16.50 1.1% 95% False False 814,844
60 1,471.50 1,333.75 137.75 9.4% 17.75 1.2% 95% False False 543,906
80 1,471.50 1,333.75 137.75 9.4% 17.00 1.2% 95% False False 408,380
100 1,471.50 1,333.75 137.75 9.4% 15.75 1.1% 95% False False 326,785
120 1,471.50 1,319.00 152.50 10.4% 15.00 1.0% 96% False False 272,348
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 2.43
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1,518.25
2.618 1,499.00
1.618 1,487.25
1.000 1,480.00
0.618 1,475.50
HIGH 1,468.25
0.618 1,463.75
0.500 1,462.50
0.382 1,461.00
LOW 1,456.50
0.618 1,449.25
1.000 1,444.75
1.618 1,437.50
2.618 1,425.75
4.250 1,406.50
Fisher Pivots for day following 15-Jan-2013
Pivot 1 day 3 day
R1 1,464.25 1,464.75
PP 1,463.25 1,464.50
S1 1,462.50 1,464.00

These figures are updated between 7pm and 10pm EST after a trading day.

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